G03 Chapter Contents (PDF version)
G03 Chapter Introduction
NAG Library Manual

NAG Library Chapter Contents

G03 – Multivariate Methods

G03 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
G03AAF
Example Text
Example Data
14 Performs principal component analysis
G03ACF
Example Text
Example Data
14 Performs canonical variate analysis
G03ADF
Example Text
Example Data
14 Performs canonical correlation analysis
G03BAF
Example Text
Example Data
15 Computes orthogonal rotations for loading matrix, generalized orthomax criterion
G03BCF
Example Text
Example Data
15 Computes Procrustes rotations
G03BDF
Example Text
Example Data
22 ProMax rotations
G03CAF
Example Text
Example Data
15 Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations
G03CCF
Example Text
Example Data
15 Computes factor score coefficients (for use after G03CAF)
G03DAF
Example Text
Example Data
15 Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis
G03DBF
Example Text
Example Data
15 Computes Mahalanobis squared distances for group or pooled variance-covariance matrices (for use after G03DAF)
G03DCF
Example Text
Example Data
15 Allocates observations to groups according to selected rules (for use after G03DAF)
G03EAF
Example Text
Example Data
16 Computes distance matrix
G03ECF
Example Text
Example Data
16 Hierarchical cluster analysis
G03EFF
Example Text
Example Data
16 K-means cluster analysis
G03EHF
Example Text
Example Data
16 Constructs dendrogram (for use after G03ECF)
G03EJF
Example Text
Example Data
16 Computes cluster indicator variable (for use after G03ECF)
G03FAF
Example Text
Example Data
17 Performs principal coordinate analysis, classical metric scaling
G03FCF
Example Text
Example Data
17 Performs non-metric (ordinal) multidimensional scaling
G03ZAF
Example Text
Example Data
15 Produces standardized values (z-scores) for a data matrix

G03 Chapter Contents (PDF version)
G03 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2009